This book is divided into fourteen chapters, with 18 appendices as introduction to prerequisite topological and algebraic knowledge, etc. The first seven chapters focus on local analysis. This part can be used as a fundamental textbook for graduate students of theoretical physics. Chapters 8-10 discuss geometry on fibre bundles, which facilitates further reference for researchers. The last four chapters deal with the Atiyah-Singer index theorem, its generalization and its application, quantum anomaly, cohomology field theory and noncommutative geometry, giving the reader a glimpse of the frontier of current research in theoretical physics.